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EFXT vs. NGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EFXT vs. NGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enerflex Ltd. (EFXT) and NGL Energy Partners LP (NGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EFXT achieves a 70.49% return, which is significantly higher than NGL's 65.30% return. Over the past 10 years, EFXT has outperformed NGL with an annualized return of 14.60%, while NGL has yielded a comparatively lower 6.13% annualized return.


EFXT

1D
3.43%
1M
-3.28%
YTD
70.49%
6M
93.43%
1Y
268.26%
3Y*
65.08%
5Y*
32.34%
10Y*
14.60%

NGL

1D
-3.16%
1M
9.25%
YTD
65.30%
6M
71.30%
1Y
389.05%
3Y*
67.46%
5Y*
39.49%
10Y*
6.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFXT vs. NGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFXT
Enerflex Ltd.
70.49%57.04%115.79%-25.13%5.83%15.59%-42.16%-17.32%-2.49%-1.70%
NGL
NGL Energy Partners LP
65.30%100.40%-10.41%360.33%-33.52%-24.17%-75.27%34.05%-22.35%-20.22%

Correlation

The correlation between EFXT and NGL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2011

0.16

The correlation between EFXT and NGL shifts across timeframes, from 0.16 (all time) to 0.28 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

EFXT:

$0.97

NGL:

$1.24

PE Ratio

EFXT:

27.17

NGL:

13.31

PEG Ratio

EFXT:

2.97

NGL:

0.12

PS Ratio

EFXT:

1.03

NGL:

0.67

Total Revenue (TTM)

EFXT:

$3.13B

NGL:

$3.18B

Gross Profit (TTM)

EFXT:

$689.73M

NGL:

$755.25M

EBITDA (TTM)

EFXT:

$321.86M

NGL:

$639.38M

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Return for Risk

EFXT vs. NGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EFXT
EFXT Risk / Return Rank: 9999
Overall Rank
EFXT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
EFXT Sortino Ratio Rank: 9999
Sortino Ratio Rank
EFXT Omega Ratio Rank: 9898
Omega Ratio Rank
EFXT Calmar Ratio Rank: 9999
Calmar Ratio Rank
EFXT Martin Ratio Rank: 9999
Martin Ratio Rank

NGL
NGL Risk / Return Rank: 9999
Overall Rank
NGL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
NGL Sortino Ratio Rank: 9999
Sortino Ratio Rank
NGL Omega Ratio Rank: 9898
Omega Ratio Rank
NGL Calmar Ratio Rank: 9999
Calmar Ratio Rank
NGL Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EFXT vs. NGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enerflex Ltd. (EFXT) and NGL Energy Partners LP (NGL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EFXTNGLDifference

Sharpe ratio

Return per unit of total volatility

6.50

7.30

-0.80

Sortino ratio

Return per unit of downside risk

5.79

6.75

-0.96

Omega ratio

Gain probability vs. loss probability

1.82

1.87

-0.05

Calmar ratio

Return relative to maximum drawdown

18.79

23.64

-4.86

Martin ratio

Return relative to average drawdown

63.24

59.97

+3.27

EFXT vs. NGL - Sharpe Ratio Comparison

The current EFXT Sharpe Ratio is 6.50, which is comparable to the NGL Sharpe Ratio of 7.30. The chart below compares the historical Sharpe Ratios of EFXT and NGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EFXTNGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.50

7.30

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.67

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.09

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.08

+0.06

Drawdowns

EFXT vs. NGL - Drawdown Comparison

The maximum EFXT drawdown since its inception was -81.64%, smaller than the maximum NGL drawdown of -94.71%. Use the drawdown chart below to compare losses from any high point for EFXT and NGL.


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Drawdown Indicators


EFXTNGLDifference

Max Drawdown

Largest peak-to-trough decline

-81.64%

-94.71%

+13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.70%

-15.80%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-51.26%

-53.72%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-56.16%

-63.12%

+6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-79.04%

-92.74%

+13.70%

Current Drawdown

Current decline from peak

-7.47%

-15.85%

+8.38%

Average Drawdown

Average peak-to-trough decline

-38.32%

-51.85%

+13.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.37%

6.23%

-1.86%

Volatility

EFXT vs. NGL - Volatility Comparison

The current volatility for Enerflex Ltd. (EFXT) is 11.76%, while NGL Energy Partners LP (NGL) has a volatility of 13.33%. This indicates that EFXT experiences smaller price fluctuations and is considered to be less risky than NGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFXTNGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.76%

13.33%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

33.73%

33.39%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

41.60%

53.87%

-12.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.81%

59.24%

-10.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.05%

69.54%

-21.49%

Dividends

EFXT vs. NGL - Dividend Comparison

EFXT's dividend yield for the trailing twelve months is around 0.46%, while NGL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EFXT
Enerflex Ltd.
0.46%0.72%0.82%1.56%1.22%1.14%2.42%3.43%2.13%2.08%2.67%3.55%
NGL
NGL Energy Partners LP
0.00%0.00%0.00%0.00%0.00%0.00%37.08%13.76%16.27%16.23%8.62%22.78%

Financials

EFXT vs. NGL - Financials Comparison

This section allows you to compare key financial metrics between Enerflex Ltd. and NGL Energy Partners LP. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


500.00M1.00B1.50B2.00B2.50B20222023202420252026
575.91M
909.82M
(EFXT) Total Revenue
(NGL) Total Revenue
Values in USD except per share items

EFXT vs. NGL - Profitability Comparison

The chart below illustrates the profitability comparison between Enerflex Ltd. and NGL Energy Partners LP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%20222023202420252026
24.3%
21.4%
Portfolio components
EFXT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enerflex Ltd. reported a gross profit of 140.03M and revenue of 575.91M. Therefore, the gross margin over that period was 24.3%.

NGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NGL Energy Partners LP reported a gross profit of 194.75M and revenue of 909.82M. Therefore, the gross margin over that period was 21.4%.

EFXT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enerflex Ltd. reported an operating income of 65.09M and revenue of 575.91M, resulting in an operating margin of 11.3%.

NGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NGL Energy Partners LP reported an operating income of 109.14M and revenue of 909.82M, resulting in an operating margin of 12.0%.

EFXT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enerflex Ltd. reported a net income of 42.40M and revenue of 575.91M, resulting in a net margin of 7.4%.

NGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NGL Energy Partners LP reported a net income of 47.18M and revenue of 909.82M, resulting in a net margin of 5.2%.


Frequently Asked Questions


EFXT and NGL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NGL has higher volatility (13.33%) compared to EFXT (11.76%). In terms of maximum drawdown, EFXT dropped -81.64% vs NGL's -94.71%.

NGL currently has the higher Sharpe Ratio (7.30 vs 6.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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